+172.7%
XLE vs TXT
+97.6%
+75.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +2.2% | -4.8% | +7.0% | +4.6% |
| 30D | +11.8% | -10.6% | +22.4% | +18.0% |
| 3M | +9.8% | -13.2% | +23.0% | +16.7% |
| 6M | +15.6% | -20.3% | +35.9% | +27.2% |
| YTD | +45.3% | -9.3% | +54.5% | +48.6% |
| 1Y | +48.3% | -2.7% | +51.0% | +45.6% |
| 3Y | +55.4% | +1.4% | +54.1% | +45.2% |
| 5Y | +216.1% | +9.6% | +206.5% | +173.4% |
| All | +172.7% | +97.6% | +75.1% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling